Credit Risk Analyst

We are looking for an analytical and detail-oriented professional to join our Provisions Modelling team. The purpose of this role is to ensure accurate and data-driven provisioning across multiple European portfolios in accordance with IFRS 9 standards.

The Credit Risk Analyst (Provisions Analyst) will contribute to the development and monitoring of PD, LGD and ECL models, ensure proper provisioning levels, and support business decisions through insightful analysis of portfolio performance across three product lines and twelve countries.

This role requires close collaboration with colleagues from Risk, Finance, and other teams to align assumptions, improve model accuracy, and maintain consistent provisioning practices across the Group.

Key Responsibilities:

Provision Modelling and Monitoring

• Support the development, monitoring, and enhancement of IFRS 9 models (PD, LGD, ECL).

• Perform quantitative analyses to assess pr...